Question 5 of 30 An investor wrote a naked call option. The premium was Rs. 2.50 per share and the market price and the exercise price of the same are Rs. 37 and Rs. 41 respectively is the amount that is required to be deposited with the clearing house (the contract is for 100 shraes) O Rs. 590 Rs 620 ORs. 680 TS 600

Close Hend reeks 103 103 103 103 Maximum gain Terminal value Net gain Calls Strike Price Expiration Volume Last 5.20 February March 72 41 8.40 April 16 July 8 100 100 100 100 10.68 14.30 Puts Volume Last 50 29 10 2 2.40 4.90 6.60 10.10 Suppose you buy 30 March 100 put option contracts. What is your maximum gain? On the expiration date, Hendreeks is selling for $84.60 per share. How much is your options investment worth? What is your net gain? Note: Do not round intermediate calculations.

Question 2 Let 5-532,0-30%,r-65%, and 6-1% (continuously compounded). Compute the Black-Scholes price for a $35-strike European put option with 9 months until expiration Selected Answe Answers $4.02 $4.02 $2.63 $5.6) Od 34:21 11.00

6- A put option (with shares as the underlying asset) was originally purchased for $1.44 and is now trading for $2.82.  The exercise price is $34 and the underlying share is currently trading for $31.64.  What is the intrinsic value of the option? a. $2.82 b. $0.00 c. $2.36 d. $1.44

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Wich blank woting all diectors p for electics same time in one 20. A bank with long-term fixed-rate assets fundded with short-term rate-sensitive labilities could do which of the following to limit their interest rate risk? L Buy a cap II. Buy an interest rate swap II1. Buy a floor IV. Sell an interest rate swap A. I and II only B. III cely C. I and IV only D. II and IIl only E. IIl and IV cnly at a floating rate of interest. What kind of risk does the subsidiary have? What kind of vwap Be specific. 21. A U.S. firm has a European subsidiary that earns euros. The subsidiary has berowed delars

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Question 1 Options Six months ago you bought for £18 a call option on a stock with an exercise price of £120. If the stock price at expiration of this option is £150, what is your return on investment? A. 167% B. 10% C. 67% D. 8%